+746.2%
WFC vs EW
+7,937.2%
-7,191.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +1.2% | +11.0% | -9.8% | -1.3% |
| 30D | +5.2% | +19.1% | -13.9% | +0.8% |
| 3M | -3.0% | +14.4% | -17.4% | -6.3% |
| 6M | +6.2% | +22.8% | -16.6% | +0.7% |
| YTD | -7.9% | +19.8% | -27.7% | -12.5% |
| 1Y | +0.3% | +23.9% | -23.6% | -5.5% |
| 3Y | +117.7% | +52.2% | +65.5% | +88.5% |
| 5Y | +88.4% | -13.9% | +102.3% | +84.6% |
| 10Y | +147.3% | +241.9% | -94.6% | +72.7% |
| All | +746.2% | +7,937.2% | -7,191.1% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling